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Date/Time: Thu, 17 Apr 2025 23:36:32 +0000



Post From: Volume based rollover and volume

[2025-04-09 15:38:18]
Sierra_Chart Engineering - Posts: 19256
Based on this, the rollover date of March 21 is correct:
Yes, indeed, the March contract shows more volume than the June contract on March 20th. So why, in continuous contract volume-based rollover, does the rollover occur on the 21st, when it should start on the 20th?

The volume data from our data provider for March 20 for FESX March 2025 is incorrect. We are telling them about this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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Date Time Of Last Edit: 2025-04-09 15:38:44